Proxy queries after unsupported SET by default

Instead of erroring statements after an unsupported SET statement, proxy
them to the upstream, logging a WARN.

Fixes: CLD-1315
Release-Note-Core: If Readyset receives a SET statement it cannot
  support, proxy subsequent queries upstream.
Change-Id: I9df95d074fe8b1490d816f31868d581a18bf7a2a
Reviewed-on: https://gerrit.readyset.name/c/readyset/+/9784
Reviewed-by: Marcelo Altmann <marcelo@readyset.io>
Tested-by: Buildkite CI

Author: davisjc

readyset/src/lib.rs

@@ -270,13 +270,13 @@ pub struct Options {
     ///
     /// The possible values are:
     ///
-    /// * "error" (default) - return an error to the client
-    /// * "proxy" - proxy all subsequent statements
+    /// * "error" - return an error to the client
+    /// * "proxy" (default) - proxy all subsequent statements
     /// * "allow" - allow and ignore all unsupported set statements
     #[arg(
         long,
         env = "UNSUPPORTED_SET_MODE",
-        default_value = "error",
+        default_value = "proxy",
         hide = true
     )]
     unsupported_set_mode: UnsupportedSetMode,